from the admin panel, you have to select the page plugin ‘Module Settings’ and, in the option ‘Email Subscriptions Type’ you have to select ‘Mailchimp form’.
You can see this option in the next image:
Then you have to get your Mailchimp code from a list. You have to follow this tutorial to get the code: http://bit.ly/1d8KLxo
In the step 4, you have to copy that code and type it in the option ‘Mailchimp embedded form’, in your admin panel.
You have all the information in the plugin documentation.